+26.0%
PFE vs F
-2.1%
+28.1%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.2% | -0.6% |
| 7D | -4.7% | -0.6% | -4.1% | -4.6% |
| 30D | +3.4% | +2.9% | +0.5% | +2.9% |
| 3M | +9.2% | -9.5% | +18.7% | +10.7% |
| 6M | +15.8% | +4.0% | +11.8% | +13.9% |
| YTD | +23.4% | -1.3% | +24.7% | +20.7% |
| All | +26.0% | -2.1% | +28.1% | +23.1% |
Cumulative growth
Daily Returns
Daily percentage return beside F.
Daily Out/Under-Performance
Portfolio return minus F return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × F return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded F wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling